About the RoleWe are a systematic trading firm operating across global equity and futures markets. As our strategy coverage expands, we are looking for a Quantitative Researcher to join our Monetization team - the group responsible for translating alpha research into live, scalable PnL across multiple markets and frequencies. This is a high-ownership role. You will work across the full stack from signal evaluation to execution design, and have direct impact on how the firm captures edge across markets.
location: Beijing, Shanghai, Hong Kong, Singapore
What You Will Do- Design and optimize monetization frameworks that bridge alpha signals and execution across multiple global markets
- Build and maintain execution systems, portfolio optimization, and impact modeling components that are robust to different market microstructures
- Develop and evaluate alpha signals across intraday to multi-day horizons, with a focus on maximizing realized PnL
- Identify and prioritize new market opportunities; adapt existing frameworks to new geographies and asset classes
- Monitor live strategies, investigate anomalies, and conduct post-trade analysis to diagnose performance and drive continuous improvement
- Work with brokers and exchanges on connectivity, order routing, and venue-specific requirements to support strategy deployment and optimization
- Collaborate closely with alpha researchers and engineers to ensure strategies are production-ready and continuously improving
What We Are Looking For- 5+ years of hands-on experience in a monetization, execution research, or systematic strategy role at a top-tier HFT or quantitative trading firm
- Deep understanding of equity market microstructure across multiple exchanges - including order types, matching mechanics, venue-specific behavior, and how these differences shape execution decisions
- Solid foundation in portfolio optimization, impact modeling, and execution cost analysis
- Proficiency in C++ and/or Python; comfort with large-scale market data
Nice to Have- Direct experience with Asian equity markets (China, Korea, Taiwan, India, Japan)
- Track record building strategies across multiple frequencies (intraday through multi-day)
- Experience adapting a generalized strategy framework to a new market from scratch
- Exposure to delta-one products including equity futures and ETFs
Education- Master's degree or above in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field; PhD preferred
